My question is not about hidden orders in general. In equity market a trader can post his hidden order inside spread, is it the same way for E-mini S&P 500?

  • 2
    $\begingroup$ The tick size in eminis is 0.25 and the bid ask spread is also 0.25 almost all the time, so it is mechanically impossible to place an order inside the spread. $\endgroup$
    – Alex C
    May 26, 2016 at 3:40


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